84 lines
2.5 KiB
Python
84 lines
2.5 KiB
Python
import time
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import csv
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import loguru
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from bitmart.api_contract import APIContract
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# ------------------ 配置 ------------------
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START_YEAR = 2025
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CONTRACT_SYMBOL = "ETHUSDT"
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STEP = 3 # K 线周期，单位分钟
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CSV_FILE = f"kline_{STEP}.csv"
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memo = "合约交易"
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api_key = "a0fb7b98464fd9bcce67e7c519d58ec10d0c38a8"
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secret_key = "4eaeba78e77aeaab1c2027f846a276d164f264a44c2c1bb1c5f3be50c8de1ca5"
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contractAPI = APIContract(api_key, secret_key, memo, timeout=(5, 15))
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# ------------------ 时间戳 ------------------
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start_of_year = int(time.mktime((START_YEAR, 1, 1, 0, 0, 0, 0, 0, 0)))
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current_time = int(time.time())
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# ------------------ 抓取数据 ------------------
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all_data = []
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existing_ids = set()
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start_time = start_of_year
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# 每次请求时间长度 = step * 500 条 K 线
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request_interval_ms = STEP * 60 * 500
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while start_time < current_time:
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end_time = min(start_time + request_interval_ms, current_time)
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loguru.logger.info(f"抓取时间段: {start_time} ~ {end_time}")
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try:
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response = contractAPI.get_kline(
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contract_symbol=CONTRACT_SYMBOL,
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step=STEP,
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start_time=start_time,
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end_time=end_time
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)[0]["data"]
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formatted = []
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for k in response:
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print(k)
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k_id = int(k["timestamp"])
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if k_id in existing_ids:
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continue
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existing_ids.add(k_id)
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formatted.append({
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'id': int(k["timestamp"]),
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'open': float(k["open_price"]),
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'high': float(k["high_price"]),
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'low': float(k["low_price"]),
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'close': float(k["close_price"]),
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'volume': float(k["volume"])
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})
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formatted.sort(key=lambda x: x['id'])
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all_data.extend(formatted)
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if len(response) < 500:
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start_time = end_time
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else:
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start_time = formatted[-1]['id'] + 1
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except Exception as e:
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print(f"请求出错: {e}，等待 60 秒后重试")
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time.sleep(60)
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time.sleep(0.2) # 控制速率，保证 <= 每 2 秒 12 次
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# ------------------ 保存 CSV ------------------
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csv_columns = ['id', 'open', 'high', 'low', 'close', 'volume']
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try:
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with open(CSV_FILE, 'w', newline='') as csvfile:
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writer = csv.DictWriter(csvfile, fieldnames=csv_columns)
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writer.writeheader()
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for data in all_data:
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writer.writerow(data)
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print(f"数据已保存到 {CSV_FILE}，共 {len(all_data)} 条")
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except IOError:
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print("I/O error")
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